#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Times;
using Cephei.QL.Indexes;
using Cephei.QL;
namespace Cephei.QL.Cashflows
{
    /// <summary> 
	/// ! helper class building a sequence of capped/floored ibor-rate coupons
	/// </summary>
    [Guid ("EA1173F1-E464-4b5a-8A33-03B9D5F1759F"),ComVisible(true)]
	public interface IIborLeg 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.IIborLeg InArrears(Microsoft.FSharp.Core.FSharpOption<Boolean> flag);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.IIborLeg WithCaps(Cephei.Core.IVector<Double> caps);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.IIborLeg WithFixingDays(Cephei.Core.IVector<UInt32> fixingDays);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.IIborLeg WithFloors(Cephei.Core.IVector<Double> floors);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.IIborLeg WithGearings(Cephei.Core.IVector<Double> gearings);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.IIborLeg WithNotionals(Cephei.Core.IVector<Double> notionals);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.IIborLeg WithPaymentAdjustment(QL.Times.BusinessDayConventionEnum convention);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.IIborLeg WithPaymentDayCounter(Cephei.QL.Times.IDayCounter dayCounter);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.IIborLeg WithSpreads(Cephei.Core.IVector<Double> spreads);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Cashflows.IIborLeg WithZeroPayments(Microsoft.FSharp.Core.FSharpOption<Boolean> flag);
    }   

    /// <summary> 
	/// ! helper class building a sequence of capped/floored ibor-rate coupons Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IIborLeg_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IIborLeg Create (Cephei.QL.Times.ISchedule schedule, Cephei.QL.Indexes.IIborIndex index);
    }
}

